Estimates for the derivative of diffusion semigroups

DOI10.1214/ECP.V3-994MaRDI QIDQ1269725zbMATH OpenFDO

Authors Luis Rincón

Publication date 29 October 1998

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119908, http://www.emis.de/journals/EJP-ECP/EcpVol3/paper8.abs.html

zbMATH Keywords

stochastic differential equationsdiffusion processes[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Fr%EF%BF%BD%EF%BF%BDchet+derivative&go=Go Fr��chet derivative]transition semigroup

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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Cited in

(14)

• On diffusion semigroups preserving the log-concavity
• Gradient estimates for some diffusion semigroups
• Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients
• Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions
• A character of the gradient estimate for diffusion semigroups
• scientific article; zbMATH DE number 4061989 (Why is no real title available?)
• \(L^p\)-estimates on diffusion processes
• A natural diffusion distance and equivalence of local convergence and local equicontinuity for a general symmetric diffusion semigroup
• scientific article; zbMATH DE number 2070310 (Why is no real title available?)
• Derivative formula and applications for degenerate diffusion semigroups
• On estimating the derivatives of symmetric diffusions in stationary random environment, with applications to \(\nabla\varphi\) interface model
• Gradient estimates for diffusion semigroups with singular coefficients
• Some boundedness properties of certain stationary diffusion semigroups
• Derivative and divergence formulae for diffusion semigroups

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